Decent Cheapish Firewall?

A router is only as good as its setup. If it's sitting merrily letting everything through (and on standard ports), you're not terribly protected. False sense of (internet) security :)

Kaspersky Internet Security gets my vote. AV + software firewall.
 
The point here is distinguishing the roles you want a firewall to play. Do you only care about preventing intrusions onto your network, or do you want to restrict which software on your PC can access the internet? Because a NAT router is fine for the former, but it won't do anything for the latter, which is where a software firewall comes in. Whether or not you think they're worthwhile is up to you - personally I don't use one - but they most definitely have a point.
 
The point here is distinguishing the roles you want a firewall to play. Do you only care about preventing intrusions onto your network, or do you want to restrict which software on your PC can access the internet? Because a NAT router is fine for the former, but it won't do anything for the latter, which is where a software firewall comes in. Whether or not you think they're worthwhile is up to you - personally I don't use one - but they most definitely have a point.

Spot on.

To the OP Kaspersky Internet security as mentioned by other posters would probably be your best bet.
 
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